Rite...here goes
Do you own a memory card reader?
If so insert the memory card from your phone into the adaptor that came with it, then place it into the card reader. Open up the folder and go to MSSEMC>Media Files>Audio then drag and drop your files into that. (You can create sub folders...but lets not make it even more complicated

)
If you dont have a memory card reader get the USB cable that came with your phone and plug it into the PC and phone. The phone will come up as an additional HDD. You should be able to drag and drop files into that way...but beware it takes ages.
P.S. If you are only using the memory card that came with the phone and the phone memory you will only get about 13 songs on it. I suggest buying a 2GB Memory Stick Pro Duo for £16 of Amazon Marketplace
P.S.S The software is crap